+112.2%
IQV vs ESTC
+27.2%
+84.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.7% |
| 7D | +2.4% | +5.8% | -3.4% | +1.1% |
| 30D | +4.0% | -5.6% | +9.6% | +5.1% |
| 3M | +12.2% | +15.4% | -3.3% | +7.3% |
| 6M | +54.9% | +77.8% | -22.9% | +33.5% |
| YTD | +20.3% | +18.1% | +2.2% | +12.8% |
| 1Y | +22.7% | -3.7% | +26.4% | +19.8% |
| 3Y | +38.3% | +16.9% | +21.5% | +19.6% |
| 5Y | +6.5% | -51.2% | +57.7% | +6.2% |
| All | +112.2% | +27.2% | +84.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling